+51.5%
EWZ vs ROKU
+884.7%
-833.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +6.5% | -1.3% | +7.8% | +6.6% |
| 30D | +4.8% | +5.9% | -1.0% | +4.3% |
| 3M | +9.9% | +23.9% | -14.0% | +7.6% |
| 6M | +1.9% | +59.6% | -57.6% | -2.5% |
| YTD | +20.3% | +43.4% | -23.1% | +15.9% |
| 1Y | +35.6% | +60.2% | -24.5% | +29.2% |
| 3Y | +43.4% | +90.4% | -47.0% | +30.7% |
| 5Y | +55.9% | -54.5% | +110.5% | +53.5% |
| All | +51.5% | +884.7% | -833.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling